BNP Paribas Call 220 SCHP 20.06.2025
/ DE000PC70U91
BNP Paribas Call 220 SCHP 20.06.2.../ DE000PC70U91 /
15/10/2024 16:21:05 |
Chg.+0.020 |
Bid17:19:31 |
Ask17:19:31 |
Underlying |
Strike price |
Expiration date |
Option type |
3.860EUR |
+0.52% |
- Bid Size: - |
- Ask Size: - |
SCHINDLER PS |
220.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
PC70U9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHINDLER PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.84 |
Intrinsic value: |
3.06 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
3.06 |
Time value: |
0.81 |
Break-even: |
272.50 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.86 |
Theta: |
-0.03 |
Omega: |
5.86 |
Rho: |
1.28 |
Quote data
Open: |
3.960 |
High: |
3.960 |
Low: |
3.840 |
Previous Close: |
3.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.24% |
1 Month |
|
|
+16.62% |
3 Months |
|
|
+56.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.880 |
3.470 |
1M High / 1M Low: |
3.950 |
3.040 |
6M High / 6M Low: |
3.950 |
2.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.550 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.840 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.18% |
Volatility 6M: |
|
87.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |